Week 2: OLS in Matrix Form.
Schedule of the Week
Study Notes
Work through Wooldridge’s appendix D first, because it will be heavily used in appendix E. Try to test yourself by doing some concrete examples (2 × 2- or 2 × 3-matrices are totally fine) to make sure you understand what’s going on. Moreover, closely read section E.1 – E.3 and skim the rest of this appendix. Also, in order review the linear model in matrix form take a look at Scott Long’s chapter 1–2, in particularly sections 2.1–2.5.